Machine learning based financial statement analysis predicting the market reaction to earnings announcements

<p>This thesis considers the question of whether machine learning models can utilise the data contained in past financial statements to predict the market reaction to a future earnings announcement. The theoretical motivation for this hypothesis is drawn from a literature review encompassing t...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur: Kaiser, D
Awduron Eraill: Qian, M
Fformat: Traethawd Ymchwil
Iaith:English
Cyhoeddwyd: 2019
Pynciau: